-4.1%
XLC vs SAP
-4.0%
-0.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +2.3% |
| 7D | +7.1% | +1.6% | +5.5% | +6.8% |
| 30D | -2.7% | +10.5% | -13.3% | -3.9% |
| 3M | -3.2% | +15.2% | -18.3% | -4.8% |
| 6M | -7.7% | +36.7% | -44.3% | -11.1% |
| YTD | -8.0% | -0.6% | -7.4% | -10.7% |
| All | -4.1% | -4.0% | -0.1% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling